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Welcome > Blog
  • November 17, 2021
  • Abhyankar Ameya
  • Quantitative Analytics

Pricing Interest Rate Options using Python

Interest Rates are a key component in every economy. They are linked to almost every economic activity happening in the market be it lending/borrowing of...
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  • November 16, 2021
  • Abhyankar Ameya
  • Quantitative Analytics

FX Vol Surface Construction using Vanna Volga approach with Python

Options as a product type form an important segment of the derivatives asset class. Options are used extensively by market participants including banks, financial institutions,...
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  • November 15, 2021
  • Abhyankar Ameya
  • Quantitative Analytics

Credit Risk Analytics with Python – Survival Probabilities via Bootstrapping CDS spreads

Idea of credit risk is not new to us. Many times, during our everyday lives we are exposed to this risk.  Imagine back in our...
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  • November 10, 2021
  • Abhyankar Ameya
  • Interest Rates

Understanding the New Interest Rate Benchmark Regime — Part III

This article is the third and the final article amongst a series of articles that I have published to discuss the new interest rate benchmarks...
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  • November 9, 2021
  • Abhyankar Ameya
  • Interest Rates

Understanding the New Interest Rate Benchmark Regime — Part II

This article is the second amongst a series of articles that I plan to publish over the next few weeks to discuss the new interest...
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  • November 8, 2021
  • Abhyankar Ameya
  • Interest Rates

Understanding the New Interest Rate Benchmark Regime — Part I

This article is the first amongst a series of articles that I plan to write over the next few weeks to discuss the new interest...
Read More
  • November 6, 2021
  • Abhyankar Ameya
  • Yield Analytics

Exploring Risk Analytics using PCA with Python

The domain of risk analytics is gaining significant importance in the recent times. Almost every financial daily and periodicals on capital markets have significant coverage...
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  • November 5, 2021
  • Abhyankar Ameya
  • Quantitative Analytics

Yield Curve Analytics with Python

We come across the term benchmark yields that is quoted in every financial daily on a regular basis. What exactly does this term mean?. Benchmark...
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  • November 4, 2021
  • Abhyankar Ameya
  • Linear Algebra, Uncategorized

Principal Component Analysis for Finance

In today’s era of advanced financial analytics, quantitative concepts that have been around for quite some time are finding their applications in the domain of...
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  • November 3, 2021
  • Abhyankar Ameya
  • Python

Pricing Barrier Options with Python

Option products are popular variety of derivative instruments that are traded in the financial markets. As the name suggests, an Option gives its holder the...
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Recent Posts

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Ekspert Consulting has been founded with the vision of providing consulting services to clients in the areas including risk management, quantitative finance, treasury analytics etc.

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